Share-o-matic - Portfolio

Fri, May 10th, 2024, 18:28UTC

Assessment - Pharmaceuticals - 5/06/24 - RS = 21

		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ21	Curr	∅-RS
		SOM Pharmaceuticals	839.567	15:35	0.72	832.647	0.83	807.615	25.032	3.10	USD	1.24
	L	Rovi	83.600	15:35	2.51	84.450	-1.01	56.950	27.500	48.29	EUR	56.76
	L	Hansoh Pharma	18.100	08:08	2.49	18.300	-1.09	14.120	4.180	29.60	HKD	42.94
	L	UCB	123.000	15:35	3.58	119.300	3.10	76.600	42.700	55.74	EUR	41.18
		Eli Lilly	771.550	Thu	-0.45	766.680	0.64	584.040	182.640	31.27	USD	34.82
	L	Aspen Pharmacare	11.300	06:10	0.89	11.600	-2.59	8.850	2.750	31.07	EUR	28.55
		Sun Pharma	1,506.550	09:59	0.80	1,529.150	-1.48	1,241.400	287.750	23.18	INR	26.66
	L	Daiichi Sankyo	5,385.000	06:15	3.60	5,502.000	-2.13	4,140.000	1,362.000	32.90	JPY	26.01
	L	Moderna	122.690	Thu	0.66	122.130	0.46	82.000	40.130	48.94	USD	20.75
	L	Genomma Lab	17.490	Thu	0.75	17.040	2.64	13.200	3.840	29.09	MXN	20.16
		Cipla	1,339.550	10:00	-1.42	1,423.400	-5.89	1,202.300	221.100	18.39	INR	18.34
	L	GSK	1,780.500	Thu	0.39	1,733.500	2.71	1,447.400	286.100	19.77	GBP	16.92
		Otsuka	6,586.000	06:15	2.08	6,382.000	3.20	5,695.000	687.000	12.06	JPY	15.69
		Regeneron	968.000	Thu	1.28	958.640	0.98	848.420	110.220	12.99	USD	14.85
		Dr. Reddy's Labs	5,921.000	09:59	0.74	6,293.450	-5.92	5,473.500	819.950	14.98	INR	13.21
		Merck (MSD)	130.230	Thu	0.52	127.570	2.09	104.370	23.200	22.23	USD	13.21
	L	AstraZeneca	12,332.000	Thu	0.55	12,050.000	2.34	10,096.000	1,954.000	19.35	GBP	12.49
		Divi's Laboratories	3,793.500	09:59	0.09	3,963.000	-4.28	3,670.500	292.500	7.97	INR	9.10
		Shionogi	7,489.000	06:15		7,344.000	1.97	7,137.000	207.000	2.90	JPY	8.80
		Chugai	4,946.000	06:15	0.45	5,094.000	-2.91	5,356.000	-262.000	-4.89	JPY	8.39
		Recordati	50.800	15:35	0.89	50.350	0.89	46.650	3.700	7.93	EUR	8.22
		Vertex	418.990	Thu	0.04	402.500	4.10	356.290	46.210	12.97	USD	7.85
	L	CSPC Pharmaceutical	6.860	08:08	1.48	6.780	1.18	6.590	0.190	2.88	HKD	6.88
		AbbVie	160.400	Thu	-0.03	162.730	-1.43	151.240	11.490	7.60	USD	6.86
	L	Jiangsu Hengrui Med	46.480	07:00	-0.90	47.160	-1.44	46.530	0.630	1.35	CNY	6.37
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ21	Curr	∅-RS
	L	Ipsen	119.600	Thu	2.40	114.600	4.36	102.500	12.100	11.80	EUR	3.75
		Alcon	73.600	15:31	0.90	72.500	1.52	63.760	8.740	13.71	CHF	3.73
		Kyowa Kirin	2,669.500	06:15	0.95	2,667.500	0.07	2,453.000	214.500	8.74	JPY	2.54
		SK Biopharmaceutical	89,800.000	06:30	1.58	86,600.000	3.70	89,200.000	-2,600.000	-2.91	KRW	1.60
		CSL	279.180	06:10	0.77	275.500	1.34	267.750	7.750	2.89	AUD	0.76
	L	Haleon	328.000	Thu	-0.06	329.900	-0.58	327.550	2.350	0.72	GBP	0.75
		Novartis	92.320	15:31	1.97	88.100	4.79	85.580	2.520	2.94	CHF	-0.57
	S	Abbott Labs	104.670	Thu	-0.26	105.640	-0.92	106.220	-0.580	-0.55	USD	-0.59
		Bavarian Nordic	162.900	Wed	0.25	159.850	1.91	170.250	-10.400	-6.11	DKK	-0.94
		Merck (EMD)	155.500	15:35	-0.13	151.950	2.34	141.150	10.800	7.65	EUR	-1.52
		Sanofi	93.180	Thu	0.11	91.020	2.37	87.800	3.220	3.67	EUR	-2.13
		Lundbeck B	34.580	Wed	1.11	33.540	3.10	32.260	1.280	3.97	DKK	-2.70
		Orion	37.680	15:29	3.52	35.970	4.75	37.500	-1.530	-4.08	EUR	-4.12
		IDEXX Labs	500.820	Thu	2.82	476.870	5.02	536.120	-59.250	-11.05	USD	-4.18
	L	Zhangzhou Pientze	237.850	07:00	-0.52	242.960	-2.10	246.700	-3.740	-1.52	CNY	-4.38
	S	Takeda	4,129.000	06:15	1.45	4,125.000	0.10	4,110.000	15.000	0.36	JPY	-5.15
		Sinopharm	21.500	08:08	3.61	20.250	6.17	19.000	1.250	6.58	HKD	-5.82
		BioNTech	92.060	Thu	2.14	93.350	-1.38	100.490	-7.140	-7.11	USD	-7.96
	L	Pfizer	28.180	Thu	1.18	28.160	0.07	28.640	-0.480	-1.68	USD	-10.19
	S	Ono Pharmaceutical	2,293.500	06:15	0.88	2,305.500	-0.52	2,606.000	-300.500	-11.53	JPY	-11.85
	S	Roche	225.100	15:31	1.26	218.500	3.02	254.300	-35.800	-14.08	CHF	-12.58
	S	Gilead Sciences	64.580	Thu	-0.52	65.540	-1.46	80.090	-14.550	-18.17	USD	-14.04
		Eisai	6,793.000	06:15	1.55	6,545.000	3.79	7,569.000	-1,024.000	-13.53	JPY	-15.29
	S	Dermapharm	35.000	15:35	-0.14	33.700	3.86	42.700	-9.000	-21.08	EUR	-16.13
		Boiron	34.050	Thu	0.59	34.500	-1.30	39.660	-5.160	-13.01	EUR	-16.26
		⇓instrument	freshest		⇓ Δday	5/06/24	⇓ Δwk	12/11/23	prc diff	⇓ Δ21	Curr	∅-RS
		Astellas Pharma	1,527.500	06:15	-0.88	1,558.000	-1.96	1,729.500	-171.500	-9.92	JPY	-16.97
		Bristol-Myers	44.740	Thu	2.45	43.900	1.91	51.090	-7.190	-14.07	USD	-20.80
	L	Sumitomo Pharma	407.000	06:15	7.96	373.000	9.12	475.000	-102.000	-21.47	JPY	-23.20
		Valneva	3.256	Thu	0.06	3.418	-4.74	5.036	-1.618	-32.13	EUR	-30.14
	S	WuXi AppTec	44.850	07:00	-1.15	45.780	-2.03	76.710	-30.930	-40.32	CNY	-30.55
		WuXi Biologics	14.660	08:08	0.55	14.860	-1.35	28.600	-13.740	-48.04	HKD	-47.45
	S	Euroapi	3.112	Thu	1.24	2.930	6.21	5.034	-2.104	-41.80	EUR	-50.57
Pharmaceuticals - 56 out of 56 instruments rated - 5/06/24 / 12/11/23 - 34 did rise, Market-Ratio(21) = 60.71 %

Technical Chart

	Pharmaceuticals RS = 21 - B/S = 76/51

1/06/20	scale up chart	5/06/24

Transactions Pharmaceuticals * A21 - 76/51 (1)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
1/02/06		1/16/06	14		- cash -
long	1/16/06	6/12/06	147		Vertex	100	297	USD	33.590	30.410		-3.180	-9	9,056	-22
short	6/12/06	10/16/06	126		Boiron	100	574	EUR	15.750	17.900	13.600	-2.150	-14	7,821	-35
long	10/16/06	6/18/07	245		Kangmei Pharma	100	10,979	CNY	0.712	2.176		1.463	205	23,885	428
short	6/18/07	7/27/09	770		Vertex	100	872	USD	27.370	35.930	18.810	-8.560	-31	16,420	-16
long	7/27/09	5/10/10	287		Kangmei Pharma	100	4,366	CNY	3.760	5.736		1.976	53	25,046	71
short	5/10/10	10/18/10	161		Innate Pharma	100	13,612	EUR	1.840	1.570	2.156	0.316	17	29,353	43
long	10/18/10	3/14/11	147		Bausch Health	100	1,086	CAD	27.010	39.490		12.480	46	42,907	157
short	3/14/11	1/02/12	294		Genfit	100	9,800	EUR	4.378	1.704	11.248	6.870	157	110,234	223
long	1/02/12	6/04/12	154		Alexion	100	1,562	USD	70.570	88.390		17.820	25	138,069	71
short	6/04/12	7/23/12	49		Genfit	100	83,476	EUR	1.654	1.773	1.535	-0.119	-7	128,136	-43
long	7/23/12	9/16/13	420		Regeneron	100	1,046	USD	122.500	294.360		171.860	140	307,901	114
short	9/16/13	11/11/13	56		Otsuka	100	11,192	JPY	27.510	27.380	27.641	0.131	0	309,363	3
long	11/11/13	4/14/14	154		Genfit	100	35,166	EUR	8.797	24.400		15.603	177	858,058	1,022
short	4/14/14	5/12/14	28		Shionogi	100	49,172	JPY	17.450	18.600	16.300	-1.150	-7	801,510	-59
long	5/12/14	8/24/15	469		Genfit	100	38,664	EUR	20.730	30.330		9.600	46	1,172,685	34
short	8/24/15	7/25/16	336		Genomma Lab	100	93,515	MXN	12.540	21.780	3.300	-9.240	-74	308,606	-77
long	7/25/16	9/12/16	49		Genomma Lab	100	14,169	MXN	21.780	20.390		-1.390	-6	288,911	-39
short	9/12/16	3/13/17	182		Bausch Health	100	7,737	CAD	37.340	16.210	86.013	48.673	130	665,496	433
long	3/13/17	8/07/17	147		Incyte	100	4,406	USD	151.030	132.000		-19.030	-13	581,650	-28
short	8/07/17	9/03/18	392		Lupin	100	5,922	INR	98.210	93.610	103.036	4.826	5	610,230	5
long	9/03/18	11/19/18	77		CSL	100	2,659	AUD	229.430	182.300		-47.130	-21	484,911	-66
short	11/19/18	12/30/19	406		Aspen Pharmacare	100	52,140	EUR	9.300	7.600	11.380	2.080	22	593,378	20
long	12/30/19	3/09/20	70		Chugai	100	17,660	JPY	33.600	36.733		3.133	9	648,707	59
short	3/09/20	8/03/20	147		Canopy Growth	100	3,593	CAD	180.500	244.600	116.400	-64.100	-36	418,395	-66
long	8/03/20	10/05/20	63		Aurobindo Pharma	100	4,826	INR	86.680	84.325		-2.355	-3	407,030	-15
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	10/05/20	7/26/21	294		DBV Technologies	100	139,393	EUR	2.920	9.190	0.000	-2.920	-100	3	-100
long	7/26/21	10/11/21	77		IDEXX Labs	100	0	USD	685.670	612.770		-72.900	-11	3	0
short	10/11/21	5/06/24	938		Canopy Growth	100	0	CAD	164.600	13.310	2,035.549	1,870.949	1,137	3	0
accum	1/16/06	5/06/24	6689	days out of 6703 invested (100%)								-100		3	-36

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Genfit	short	3/14/11	1/02/12	294	4.38	1.70	11.25	6.87	156.93
	short	6/04/12	7/23/12	49	1.65	1.77	1.54	-0.12	-7.19
	long	11/11/13	4/14/14	154	8.80	24.40		15.60	177.37
	long	5/12/14	8/24/15	469	20.73	30.33		9.60	46.31	867.63
Canopy Growth	short	3/09/20	8/03/20	147	180.50	244.60	116.40	-64.10	-35.51
	short	10/11/21	5/06/24	938	164.60	13.31	2,035.55	1,870.95	1,136.66	697.49
Kangmei Pharma	long	10/16/06	6/18/07	245	0.71	2.18		1.46	205.38
	long	7/27/09	5/10/10	287	3.76	5.74		1.98	52.54	365.82
Bausch Health	long	10/18/10	3/14/11	147	27.01	39.49		12.48	46.21
	short	9/12/16	3/13/17	182	37.34	16.21	86.01	48.67	130.35	236.79
Regeneron	long	7/23/12	9/16/13	420	122.50	294.36		171.86	140.29	140.29
Alexion	long	1/02/12	6/04/12	154	70.57	88.39		17.82	25.25	25.25
Aspen Pharmacare	short	11/19/18	12/30/19	406	9.30	7.60	11.38	2.08	22.37	22.37
Innate Pharma	short	5/10/10	10/18/10	161	1.84	1.57	2.16	0.32	17.20	17.20
Chugai	long	12/30/19	3/09/20	70	33.60	36.73		3.13	9.32	9.32
Lupin	short	8/07/17	9/03/18	392	98.21	93.61	103.04	4.83	4.91	4.91
Otsuka	short	9/16/13	11/11/13	56	27.51	27.38	27.64	0.13	0.47	0.47
Aurobindo Pharma	long	8/03/20	10/05/20	63	86.68	84.33		-2.36	-2.72	-2.72
Shionogi	short	4/14/14	5/12/14	28	17.45	18.60	16.30	-1.15	-6.59	-6.59
IDEXX Labs	long	7/26/21	10/11/21	77	685.67	612.77		-72.90	-10.63	-10.63
Incyte	long	3/13/17	8/07/17	147	151.03	132.00		-19.03	-12.60	-12.60
Boiron	short	6/12/06	10/16/06	126	15.75	17.90	13.60	-2.15	-13.65	-13.65
CSL	long	9/03/18	11/19/18	77	229.43	182.30		-47.13	-20.54	-20.54
Vertex	long	1/16/06	6/12/06	147	33.59	30.41		-3.18	-9.47
	short	6/18/07	7/27/09	770	27.37	35.93	18.81	-8.56	-31.28	-37.78
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	total
Genomma Lab	short	8/24/15	7/25/16	336	12.54	21.78	3.30	-9.24	-73.68
	long	7/25/16	9/12/16	49	21.78	20.39		-1.39	-6.38	-75.36
DBV Technologies	short	10/05/20	7/26/21	294	2.92	9.19	0.00	-2.92	-100.00	-100.00

Annotations

7/18/22	GlaxoSmithKline	demergers OTC business -> Haleon
6/27/22	Lundbeck	splits into one A and four B shares (1:(1+4))
7/06/15	Pharma	Best Long throws a signal for Kangmei. Due to the high volatility in China this should be handled with care.
3/14/15	Pharma	complete analysis


	is taking down something concerning